Personally speaking, I don't recommend ponytails as a protective style. Once in a while..maybe..but not for really thick hair (and I did have very thick hair back in the day).
To begin with, you're inviting several problems with ponys: possible damage from breakage/friction, not to mention mechanical damage from dealing with tangles from the ponytail bouncing around all day.
If you must ponytail, then divide the pony in 2 sections. Loosely braid one section and wind it around the ponytail base and pin with hairpins (not bobby pins). If you don't want to braid it, then you could take one section, divide it in 2, then twine each section around the other under you have a "rope", then take the "rope" and wind it around the ponytail base.
I gave up on ponytails because the tail felt like an anvil and my hair got terribly tangled. Braids are much easier on the head and more protective as well.
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