Arsene Wenger's Gunners famously went through the entire 2003/04 campaign without losing a match while Orient have won eight and drawn two of their first 10 games.
Yet the O's are still only a point clear of Peterborough and Wolves at the top of League One and Vincelot says the target is to make sure they stay in the promotion race all season.
They face MK Dons at home on Saturday and the midfielder said: "It will be a tough game, and it's even harder now because teams will come here with a bit more hunger as we are top of the league.
"Teams come here thinking it's a big thing to beat us but that's good because we have put ourselves in this position and we have to be proud of that.
"Of course we know we are going to lose, I don't know when.
"I remember Arsenal did it and now people are talking about it but if and when we lose it is not going to be the end of the world, we have to be consistent. But it is extra motivation to keep the run going.
"When you see the league table we have eight wins and two draws out of 10, an amazing start, and yet we are just one point clear. So we cannot just look at the table and smile, it is tough.
"When we have one loss we cannot let it be the end of the world. We have to enjoy the run but the main thing is to reach the play-offs or even better, that is the target, not to go on the best run but then finish seventh or eighth."