An expansion joint and the corresponding method of setting an expansion joint between adjacent slabs of poured concrete. To form the expansion joint a filler strip is provided. To protect the filler strip, a protective cap element is provided. The protective cap element has a top surface and opposing side surfaces. The structure of the protective cap element creates a long central groove. Pin corrals extend from the side surfaces of the protective cap element. The protective cap element is placed over the filler strip so that the filler strip is disposed within the groove. The protective cap element and the filler strip are anchored by driving anchor pins through at least some of the pin corrals. Concrete is then poured against the filler strip and the protective cap element, wherein the concrete envelops the pin corrals that are not engaging anchor pins.