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If you cheat directly for Deoxys, it won't be able to be traded, and will never obey you. It has to do with an "obedience" bit of data Nintendo put in there, that only it and Mew has, to prevent people from cheating for them.
If you want a Deoxys that obeys you I believe you have to cheat to get to the Island, and then actually catch it.
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