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Protection
Protection is an ability which essentially keeps permanents protected from whatever the ability stated, though the protection is not total. Usually something is protected from a color, but cards can be protected from whatever the card says it's protected from. Most instances of protection apply to creatures, with the exceptions of Eight-and-a-half-tails, Sygg, River Guide, Razor Barrier, and Seht's Tiger, so this article will only discuss creatures. The same things apply when other cards are given protection, but obviously not the effects that could only apply to creatures (such as equipment).Many believe that the creature Progenitus is the most powerful creature that exists, because it has protection from everything, making it almost unkillable, as well as having a massive power and toughness, (10/10) and will return to the deck when send to the graveyard. However, casting it is nearly impossible because it needs 2 mana points from each color.
The abilities of protection are best summed up with the acronym D.E.B.T.
D For creatures with protection, all Damage that would be dealt to it from sources of that quality is prevented. For example, if a creature has protection from black, black creatures can't deal any damage to it, nor can any other black cards deal damage to it.
E The card cannot be Enchanted or Equipped by cards of that quality. Again, a creature protected from black cannot be enchanted by black enchantments or black equipment. If a creature gains protection from the quality after it has already been enchanted/equipped by that source, the attached cards will detach and go where the rules would normally force them to go in that circumstance. For this reason, white enchantments that grant protection from any color tend to state that their effects cannot remove themselves should you name white (or the enchantment's color is changed to whatever you named).
B Creatures of the stated quality cannot Block the protected creature. So, a creature with protection from artifacts could not be blocked by artifact creatures. This does not prevent the protected creature from blocking those creatures, but they cannot block it. For example, White Knight cannot be blocked by black creatures, but it's still free to block other black creatures when they attack you.
T The creature can't be Targeted by sources of the named quality. For example, Putrefy could not target something protected by black, green, instants, or whatever other qualities it happens to meet. This applies even if the creature didn't originally have protection, but gained it before the spell/effect resolved. If you tried to play Putrefy on an otherwise normal creature, and Bathe in Light was played in response to name green, the Putrefy would be countered on resolution because its target is no longer legal. Keep in mind that this only applies for targeted spells/effects, which means it has to say "target" on it. If it doesn't target anything but just affects it, protection does nothing. Wrath of God is a common example of something that could get through, say, protection from white.
What Protection Doesn't Do
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The above effects are all that protection does, but there are some common mistakes regarding what protection does. The biggest one that comes up is regarding non-targeted effects such as Wrath of God. Black Knight, even though it is protected from white, can still be killed by Wrath of God because it is not dealing damage, enchanting/equipping it, blocking it, or targeting it. White Knight can still die from Mutilate because it's neither targeting nor damaging. Just because it's a global effect doesn't mean it's guaranteed to work, though. Pestilence will not harm a black-protected creature because it is attempting to deal damage.
Protected creatures are also not immune to cards that specify that creature without targeting. Clone can copy a creature protected from blue because it only requires you to choose a creature, not target one. If a black-protected creature blocks Gorgon Recluse, it will still die by the effect because it's not targeting anything.
Color Pie Placement
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Generally, white has the lion's share of protection. Sometimes the other colors will get protection from their rival colors, but green tends to opt more on its own "protection" mechanic, shroud. Notably, blue also has a considerable amount of protection abilities, except it's mostly from things other than colors (instants, for example).
Comprehensive Rules Dealing with Protection
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502.7 - Protection
502.7a - Protection is a static ability, written "Protection from [quality]." This quality is usually a color (as in "protection from black") but can be any characteristic value. If the quality is a type, subtype, or supertype, the protection applies to sources that are permanents with that type, subtype, or supertype and to any sources not in play that are of that type, subtype, or supertype.
502.7b - A permanent with protection can't be targeted by spells with the stated quality and can't be targeted by abilities from a source with the stated quality.
502.7c - A permanent with protection can't be enchanted by Auras that have the stated quality. Such Auras attached to the permanent with protection will be put into their owners' graveyards as a state-based effect. (See rule 420, "State-Based Effects.")
502.7d - A permanent with protection can't be equipped by Equipment that have the stated quality. Such Equipment become unattached from that permanent, but remain in play. (See rule 420, "State-Based Effects.")
502.7e - Any damage that would be dealt by sources that have the stated quality to a permanent that has protection is prevented.
502.7f - If a creature with protection attacks, it can't be blocked by creatures that have the stated quality(This includes multi-colored creatures who have the stated quality in it's mana cost).
502.7g - Multiple instances of protection from the same quality on the same permanent are redundant.