Moves
Psycho Boost is a powerful STAB Psychic-type attack that will OHKO Marshadow and Mega Gengar and do fairly good damage to neutral offensive targets.
Taunt prevents Pokemon that may take advantage of Deoxys such as Necrozma-DM from setting up on it.
Pursuit allows Deoxys to OHKO Mega Gengar after Stealth Rock and Deoxys-A if they try to switch out, although it should be wary of Extreme Speed from the latter.
Spikes hurt the opponent's Pokemon when they switch in, allowing Deoxys to provide support for its team.
Alternatively, Ice Beam can surprise bulky Dragon-types such as Zygarde-C, which may expect Deoxys to be running some other gimmick and try to take advantage of it.
Set Details
The idea behind this set is to make Marshadow users believe that they can OHKO Deoxys with priority Shadow Sneak. The given bulk along with the Kasib Berry, which reduces damage from Ghost-type attacks, allows Deoxys to always survive Shadow Sneak from Life Orb Marshadow after Stealth Rock and proceed to OHKO it. While this is an extremely useless gimmick, it stands out as something that Deoxys-A cannot achieve.
The Speed investment allows Deoxys to barely outspeed standard Deoxys-A and OHKO it with Pursuit, giving it one additional niche, although it should be wary of Extreme Speed.
The Attack investment allows Deoxys to always OHKO Mega Gengar with Pursuit after Stealth Rock or Spikes damage. The Special Defense investment helps in this regard by giving Deoxys-N a fairly good chance to survive an attack from Hex Mega Gengar in the event Pursuit is predicted, which is notable, as it is technically something Deoxys-A cannot do.
Usage Tips
Don't actually use Deoxys.
Being bulkier than the least bulky Pokemon in the game should not be mistaken for being able to take hits. Deoxys will faint from just about any attack used in the Ubers tier.
Don't directly switch into Marshadow, as taking damage will make Deoxys unable to survive Shadow Sneak even with the Kasib Berry. Additionally, Marshadow users may realize that you are running some gimmick to handle it if you are the one to switch in. Instead, Deoxys should try to KO something weak with Psycho Boost and surprise Marshadow as it switches in to revenge kill.
To trap its other two main targets, Mega Gengar and Deoxys-A, rely on free switches to trap and revenge kill them.
If the opponent switches in a Pokemon that could set up on Deoxys, such as Necrozma-DM, it is usually better to stay in and use Taunt to prevent a setup, even if it risks sacrificing Deoxys.
If running Spikes, use it when given a free turn if the opposing team does not run any of Deoxys's main targets. Otherwise, spam Psycho Boost when given a free turn.
Team Options
Psycho Boost causes a stat drop that makes Deoxys easy to set up on. Because of this, Marshadow is ironically a fairly good partner, as are similar sweep-stopping Pokemon such as Scarf Xerneas and Yveltal.
Pokemon that dislike Marshadow, such as Rayquaza, Ultra Necrozma, Mega Gengar, Extreme Killer Arceus, and Arceus-Ground, may find some benefit from Deoxys's presence.
Similarly, Pokemon bothered by Mega Gengar, such as Arceus-Fairy, Chansey, and Toxapex, may benefit from Deoxys trapping it.
Tapu Lele is a good partner, as it strengthens Deoxys's Psycho Boost and protects it from priority attacks that would OHKO it. However, Marshadow will not stay in on Deoxys under Psychic Terrain, so be careful not to step on your toes with that.
Given the real reasons you run Deoxys, Pokemon such as Scarf Shaymin-S, Trick Room + Calm Mind Gothitelle, and Cloud Nine Golduck may function as more appropriate teammates.