The blue outer surface of the "planet" is what you get when you create a torus in 3D Studio Max and then apply multiple filters on top of each other, repeatedly. Once I decided I was done with my blue shape, I cloned it twice, coloring one green and the other red, and putting the two clones together. I then added plain white spheres inside the "planet" and its "moon" to fill in the gaps. The background is a photo of a nebula from a website of public domain stellar photos.

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Planet