Having already guaranteed the Scottish League One title last week, Rangers extended their unbeaten run to 30 matches with a hard-fought 2-1 win over Brechin City on Sunday.
Substitute Nicky Clark grabbed the winner at Glebe Park after Robert Thomson had cancelled out Fraser Aird's opener, and McCoist wants his players to keep fighting for their places over the run-in.
"We have to perform at these places," McCoist said. "These performances in the league - they have to keep hold of the jersey.
"We went about our business in the early stages of the game and we scored but we never had a top level of performance to be frank.
"We can keep going undefeated in the league which is a fantastic achievement at any level."
Despite the win, McCoist had harsh words for his defence for conceding an equaliser four minutes into the second half.
"I was angry because I thought we should have stopped the cross initially," he said. "There was no-one within 10-15 yards of the cross and that's not good enough.
"I don't think the game was the easiest but we kept the momentum going and got another three points so we're very pleased.
"The wind definitely helped us and as crazy as it may seem I think Clark would have been better starting the game because of the wind but he made a huge impact when he came on."
Rangers have a Scottish Cup semi-final against Dundee United next month, and McCoist has been warned his team must improve before then.
Brechin boss Ray McKinnon said: "If they play like that today, they will get beat, no doubt about it because Dundee United are a really decent side going forward.
"It is difficult for Rangers coming to places like this and raising their game week-in, week-out, I know that.
"But they will need to raise their game against Dundee United. They certainly have decent enough players, enough to win the game, but to be honest, if they play like that against Dundee United, they will get beat."