Well, Deoxys is legal on Colosseum, so you should be able to trade a Deoxys to Colosseum. Did you use a Pokémon Calculator to create your Deoxys? If you did, and your Deoxys has illegal EVs, then you won't be able to trade it to Colosseum. If a Pokémon has more a total of 510 EVs, or has more than 255 EVs in any one stat, then you won't be able to trade it to Colosseum.