Cobblers were beaten 1-0 by West Brom at Sixfields last night, with South Korean midfielder Do-Heon Kim scoring the only goal of the game.
It means the Baggies add their name to a list including Queens Park Rangers, Luton Town and Brackley of sides that have prevented Gray's men from notching this summer.
They have been without powerhouse striker Adebayo Akinfenwa for all four of those matches.
Baggies show class as Cobblers beaten - click hereGray is confident Akinfenwa will be fit for the kick-off to the league one campaign a week on Saturday, and also saw enough last night to be convinced the upward curve will continue.
"We've come away without scoring a goal again but it's not a worry for me at this moment in time," he said.
"We were playing against much better defenders tonight and you have to give them some credit for that.
"This game was by far a better performance than we put in against QPR and by far a better performance than we put in at Luton.
"So we're making progress. There were lots of encouraging signs.
Gray also confirmed he will open talks today with midfielder Luke Guttridge over a contract at Sixfields after the former Cambridge United man impressed in his second game on trial.
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