Sounds like a valid test to compare interconnects on a system with headphones, but there is synergy that works between, IC, amps, speaker cables and speakers. So yes I think what you did is exactly how you test IC when using headphones but when using a more complex system with many more variables you have to do what you did just with the whole system- I suggest leaving them in for a week or so of heavy listening then go to the other interconnect and listen for a week again, the differences will make themselves very noticeable at that point. If you can't discern the difference I would keep the cheaper of the two.
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I suspect that ((((as a general rule)))) this would be an excellent way to test the differences in cables, or really any other component for that matter.
High end headphones should provide a more detailed and direct presentation of music than you could expect from any speakers. The biggest problem you will have is that it will be very difficult in your headphone-based system to pick up subtle differences between various cables in terms of the soundstage aspects. (The one exception to this would be the AKG K1000 earspeakers which are essentially speakers hanging from your ears that do provide a very realistic soundstage).
As for the usual "trasparency" oriented issues that you might be interested in, no doubt your Senns are the place to start. At a minimum your "headphone test" will quickly tell you which cables are likely to be on the revealing/bright/detailed versus muddy/dark/veiled side in your speaker-based system. Sennheiser 580s and 600s tend to be laid back / veiled in their presentation but the right cable can really bring them to life as you've discovered.
Not to muddy the issue you've raised, but either the Equinox or the Cardas replacement cable is a must if you want to get the most out of your 580s (but it will more than double your investment cost - i.e., more expensive then the cans themselves). As with all things headphone, the best place to look for expert opinions is http://www.head-fi.org
I await my Creek OBH-11 and regulated (non Creek) power adapter eagerly...Then I can have some real fun with cables.
I agree soundstage is a different matter altogether with phones. I was amazed at how vividly apparent the difference was thru the cans, which is not so easily detected by the time the sound emerges from the speakers.
I am only comparing the IC's when run between a Rotel 971 CDP and Arcam Delta 290 Integrated. The "open" cable was a Signal Cable Analog2 vs an Ecosse Conductor which sounded more veiled.
It would seem there are a number of interactions between a given cable and the component(s) that the cable connects to. Personally, I am not going to take the time to try and figure them out, and I seriously doubt I would be able to do so if I tried. I agree with Bob and Sean that a cable that is eliminated from consideration in one system says very little about how it will perform in another, unless it is fundamentally flawed in some way.
I think it depends where you plan on using the cable.
The reason I say this is because recently I changed my source to pre cables (AZ WOW) with my pre to amp cables (AZ Matrix Ref II) and was bowled over by the difference. With the WOW between the source and pre amp there was more extension and clarity, with the Matrix Ref between source and pre it was noticable smoother but quite a bit less impact and more ill defined. I expected a difference but not this much.
This is why I think the headphone test would be valid only if you tested cables in the spot you intend them to go in your normal setup.
Lately I've been doing the same in my (primarily: DIY) cable experiments (and have also just recently acquired a pair of 580s :0) As a twist in the same vein, you might try as well a pair of Grados (RS60, 80 and upwards) which may even be more useful for this testing purpose. Nominally Sennheisers are more "polite" than Grados with their signature PRAT. Because the Grados are more forward-sounding, (arguably) better resolving in the highs (and other things), they may reveal some IC differences more obviously which might be more veiled under the Senns.
Going a step further: if differences are very subtle (or powers of concentration are diminishing from excess listening/ear bleed etc.), let someone else do the work. Just grab the nearest wife (or other [un]willing victim) at hand - she listens, you do cable rotation duty. Per (some of) John Dunlavy's comments regarding cables, I think it's a good idea not to make suggestive remarks which may influence the listener and to approximate a DBT as closely as possible. It's fun to compare notes with an objective listener, or in any case with someone for whom the question which cable in your system sounds best/most musical/etc. is of only marginal interest.
One wouldn't think that double blind testing should be a controversial topic; however, it is one of the few things that is explicitly ruled out in, say, Cable Asylum (it appears many get excited over cables). In any case, DBT seems to me to be the thing one might want if it is (general) validity in the (specific) system for a certain IC (mutatis mutandis) that is desired.
It is hard to guess how IC's react with the equipment. A friend of mine uses siltech gen3 ic's. He has a single-ended[Bruce Armstrong non-pariel preamp]. Magic. He tried them on my pre[also single-ended]. More magic....the best I every heard from just changing ics. I asked him why. He believes siltech really jells with single-ended designs. Why? I don't know why but it's all synergy. Your choice may be just what you need. Wires can drive a person to drink.
Gotta agree with Agonanon. I find that the spectral tilt of my Senn HD600 to be midway between my Spendor HT setup and my Parsifal Encore ref 2 ch setup, which at first made me wonder which was correct. It's simply that the Spendors are more forgiving than the Parsifals, so using the SPM XLRs on the HT would be a waste, whereas in the ref system, along with the extension of the other components, they help provide revelatory musical experiences every time.
I should think that the HOT-topped Stax phones would help differentiate ICs, pre's and CDPs even better...although with a much higher fatigue-factor, eh?