The O's 2-0 win at at Brentford on Monday night earlier this week maintained their perfect start to the League One season and the club's best beginning to a campaign in their 132-year history.
Orient are top scorers and boast the best defensive record in League One and Cox, who has scored four goals so far this term, believes they deserve to be top of the table ahead of pre-season promotion favourites Wolves and Peterborough.
"We have got a good bunch of lads who have played together for a long time from the back end of last season," Cox told Sky Sports.
"We are continuing that this season, so I think that has helped us having the same core of the side.
"The two front boys [David Mooney & Kevin Lisbie] are on fire with eight goals apiece so that always helps.
"We are trying to keep it going and the challenge is to keep going and keep proving people wrong.
"We are hoping to stay there [at the top] and keep picking up points.
"We know we are punching above our weight with the likes of Peterborough and Wolves in this league, and Bristol City and Sheffield United are big clubs, but we are there on merit and done very well so far and hopefully we can keep it going.
"A lot of people are talking about our work ethic, but we have players who can create chances and we are scoring goals and at the back not conceding many so it is all credit to us as a team, the manager and the staff.
"We are all working hard to keep it going and maybe get to the Championship if we can.
"We are all buzzing and long may that continue if it can."
Orient are just six wins away from equalling the record of 14 consecutive victories in England, but ahead of this weekend's clash with seventh-placed Walsall, Cox is refusing to look too far ahead.
"We are taking each game as it comes," added Cox. "It would be great to equal that [record] or even beat that, but we are looking forward to Walsall which is another difficult game, but a game we will be looking to get a good result and performance from."
Cox recently passed the milestone of 300 career appearances after playing his 150th game for Orient in the win at Brentford and he is proud of the achievement.
"I made my 150th appearance for Leyton Orient recently and in my career I have just gone to 303 so it is a going well," continued Cox.
"If I can keep going, that would be nice and it is a nice achievement to have."
Interview courtesy of New Era Global Sports