So after confirming that the ATR are not an upgrade to the ATE as many claimed... (they are completely different-sounding earphones with very differing characteristics overlap with each other much less than the actual design of the earphones) and confirming the the ZST are also not an upgrade to the ZS3 or ATR for the same reasons as the ones mentioned between the parenthesis I'm here to slay two of this thread's enduring repeated questions and boogeymen:
Is the ZST colorful, also referred to as ZST Pro by some vendors, better or different than the non-colorful ZST?
And finally... the one you've all been waiting for: Does the ZST silver upgrade cable improve the sound quality of the ZST?
Lets get started!
Disclaimer: for the sake of this comparison I will be using the same soundsource for all the tests, the same audio files and when possible I will share links to those files so that you may, or may not, verify any of the differences I find, if any are found at all.
Gear and reasoning:
To compare these I put on the same eartips, KZ's memory foam ones because I've found that for my ear's shapes and specifically with the ZST they seal better than the "star" KZ earphone tips that come with them. My source for this test will be an Audio GD NFB-12 which at this point is no longer available for purchase. Reason why I'm using the Audio GD rather than the Fiio portable DAC/AMP I own is because I'm much more used to the Audio GD now and its just slightly warmer signature that switching to the Fiio would require further adjustment of my hearing and might drive away some of my impressions.
My player of choice is Foobar 2000 running on Windows 10. My android device is a Xiaomi Mi5 which has a Qualcomm WCD9335 DAC and the player I use on it is the GoneMad Music Player using the device's own equalization.
ZST vs ZST Colorful (aka the ZST PRO)
Myth: Some people claim or think the ZST Colored are a retuned or different/improved version of the original ZST. This may be due to the price difference (the colorful variant is generally more expensive) or because some vendors erronously called the colorful ZST the ZST Pro such as the KZ "offical" store on Aliexpress.
They sound pretty much the same. I've found that the colorful might have an ever so slight difference in some frequencies but that may be because they haven't been burned in or just because of the general way they are sealing in my ear.
An example of such a difference, is for example on the Celia Pavey cover "Feel Good Inc" there is a shaker (at least I think it is a shaker or some variant of one) on the background that is ever slightly more forward than the other ZST, but the difference is miniscule. You'd have an incredibly detailed ear to discern them apart and even then you'd be grasping at straws. I wish I had a Vibro Veritas to confirm this (anyone selling one by any chance?) but to my ears they sound almost indistinguishable from each other.
I think the confusion stems from the poor translation of the Aliexpress store more than anything. The official Taobao store has no mention of the ZST Pro anywhere on its product lineup. The colored ZST are part of the same product page as the ZST and Chrome's Translation of the page mearly translates them as ZST Colorful: https://world.taobao.com/item/538360481419.htm?fromSite=main&spm=a312a.7700824.w4002-218018788.24.ykPAn2
MYTH BUSTED!
KZ ZST normal cable vs Silver Upgrade Cable
For this test I will be switching between the ZST Colorful with the stock cable and the Grey ZST with the silver cable.
I'll be honest with you all, I wasn't expecting to find much of a difference, if any at all, and I've been going back and forth repeatedly for a couple of hours now, took a break to make sure I wasn't going insane, came back, tested again and there is actually slight difference. I was so unconvinced and skeptical that I burned in the ZST colorful for dozens of hours, switched the cable back and forth between them to reach my conclusion and the conclusion is that there is in fact a slight difference in the sound with either cable.
I can only discern the difference in higher pitched sounds and in the bass, but the silver cable seems to ever so slightly bring these back. The highs are just slightly less high pitched and piercing and the sound, vocals seem slightly less forward and in its entirety the cable makes the ZST feel slightly warmer.
Let me be clear on something though, these aren't day-and-night type differences, and I doubt most people would be able to discern the difference unless they were listening to the two cables back to back as I am and switching between very quickly. The silver cable doesn't change the character of the ZST, but it does slightly tweak them.
I honestly don't know why there is such a discernible difference as I, like many others reading this thread, used to consider cable upgrades a silly purchase outside of aesthetic reasons. I am aware that cables tend to lose signal quality depending on their length but the quality gains for relatively short cables is in general considered more expensive than it's worth.
This cable cost me € 7,62 whereas the ZST cost me € 13,16 for the colorful model and €11.76 for the grey model. The "bang for buck" I got with the ZST is definitely not there with the cable but if you consider the ZST and the cable packed together we're still talking about an under € 20 earphone. That's less than, or close to, the price I paid for some other well-regarded chinese IEM (like the Tennmak Pro as an example) and the cable has a couple of practical benefits:
1. it slightly tones down the brightness and harshness of the earphones that some find displeasing
2. it's a great improvement over the stock cable. They don't get tied as often, are nicely braided and don't require weights, ear guides or anything special to stay in place and just let you enjoy music whereas the stock cable and it's "springy" characteristics and design of the stock cable can often cause small problems.
They aren't a must-buy or obligatory, but they help make what I consider a very nice earphone better. Whether or not that's worth over half their cost for that improvement is a decision you'll have to make yourself. With this said I have to say that this myth is surprisingly kind of true.
.......but at the same time investing. $$$ on ali? sry,not me. not yet. 
.gif)
