Does the locomotive derail only on one curve, or all curves? Have you tried running the loco facing the opposite direction? Does the loco derail only when running in one direction around the track, ie. running clockwise or counterclockwise? Run the loco slow, and get your face down to the track to see if you can observe the cause of derailment. Possibilities include wheels not being in gauge or roller pickup springs being too powerful, lifting the truck off the rails slightly. Careful observation will lead you to the diagnosis.
Larry