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What do you want it to wall, physical or special moves? Use the corresponding nature that reduces attack (or special attack if, for some reason, you want to go physical.)
For EVs, just make absolutely sure you max HP before anything else. Don't let anyone tell you to EV its two defensive stats instead, that's just dumb and wastes half your EVs. Throw 252 into HP first and then spend he remaining EVs on whichever defensive stat you're prioritizing (could also just do a simple 252/128/128 spread, but that's not really optimal.)
It's just too early to know what kind of EV spreads for these new Pokemon and megas will be best, so go with something simple.
