Well, at 4500rpms that's the peak torque for a KL01 cammed ZE, and IF i can stay around there, that's some of the best milleage I've ever gotten. Good luck to me to stay @ 80km/h on the highway. The thing is, it's not about revs, but about how hard the motor had to work....just cause your reving at 4000+ doesn't mean you'll get bad milleage. I remember that at 120km/h @ 4000rpms my foot was *barely* on the throttle. As I've mentioned, I had a trip I must of averaged 160km/h, hitting over 200 MANY times, and I still averaged almost 31mpg...
In the end, it's about matching the revs of the motor to use it's available torque to move the car. If you read the thread about cylinder deactivation, you'll see that a motor that works less is less efficient (see background and pumping loss)
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Thing that you need X power to keep a vehicle moving. Say you have a few Mx-3's, one with a 88hp SOHC, one with a 130hp k8 and one with a 200hp ZE with the stock trannies. Say they're all the same in terms of weight, balance and aerodynamics...because of those values, you need X hp to do certain work. Say that you need 30hp to keep the car going @ 100km/h. Now each motor is different, and Mazda from the factory geared tranny to mate with each motor, to use the power efficiently. Now I wouldnt be surprised if they sacrificed some efficienty to gain some performance, but more likely they did tailor it to the EPA 55mph. You can probably change the gearing a bit lower, but if you go too low, and you'll actually make the motor work harder. Think of it this way, what's easier, riding a bike uphill on a gear where you're pedalling quick, but it's pretty easy, or you're pedaling slower (ie: reving lower), but it's harder to get up the hill and you have to stand on your pedals and use your weight? Also choose a gear too low, and you'll burn yourself out before you get to the top of the hill.
Something interesting which I'd like to see and what had never been done, is to see the results of someone putting a Protege LX trans on a B6, and a Mx6/626 trans on a K8 and see the results.
How efficient do you think a ZE would be at 1500rpms @ 120km/h? I bet not well. It's a motor that rev's high, can do it all day and makes it's power up high. I believe my sister's H23 Prelude (auto) revved around 4k @ 120 as well. It's also why a Viper can get 30mpg despite having a V10, cause it makes so much power down low, so it can literally coast down the highway.
Just cause the motor is reving high doesn't make it inefficient, but could literally mean the opposite.