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For instance the video game World of Warcraft has a color scheme for classes (can be seen at: https://wowpedia.fandom.com/wiki/Class_colors) and item rarity (white, green, blue, purple and orange).

Does copyright apply in this case?

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A "scheme" is likely not protected by copyright. See generally In the United States, what is the threshold for "originality" in order to have copyright protection? and 17 U.S.C. 102 (especially 102(b)).

A "scheme" is not an "original work of authorship"; it's an idea or method of associating certain colors with certain meanings. The United States Copyright Office has said it "cannot register a claim to copyright in color in and of itself or a system for matching pairs and sets of colors" (U.S. Copyright Office, Copyright of U.S. Copyright Office Practices, s. 313.4(K)).

See also this Q & A about trademark in color.

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