Where lack of a sub can be an issue is if you have content in your mix, below what your speakers can actually output - then go to a system where there is a sub and all of a sudden your mix is a floppy mess in the low end because you couldn't hear the low frequency junk that was in it. This has happened to me. One practice that has nearly eliminated it is high-pass filtering nearly everything. I set the high pass in mix, not solo'ed and I almost always set the cutoff frequency higher than I would 'naturally' if setting it solo'ed.

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