Cresslia's good at walling, but it she really can't do much to powerful threats. You mentioned Tyranitar, because it really does give that set MASSIVE problems. Without Thunderbolt/Ice Beam, you'll lose to Gyara and Mence as well, not to mention Crocune can come in and CM alongside you.
I assure you Gyara won't win against Cresselia. Mence can win only with Outrage, an easy switch for steels.
Many people use the evs on the Smogon set, which, at least to me, isn't effective. Just use a simple 252 hp/252 def Modest Cressy, it don't need speed at all.
Let's see some attacking threats(provided Sansstorm isn't active):
Scizor: HP Fire.
Latias: non-CM versions can't break through Cressy defenses. Can Trick it though.
Gyarados:can Taunt, but repeated psychics beat this. Even with many DD under its belt.
Salamence: needs Outrage, or it will be walled. Can be used as a lure to steel pokes.
Lucario: HP Fire. Crunch isn't strong as listed in the analysis(at least what i think)
Heatran: needs Toxic or Taunt to beat Cressy, or else it will be set up fodder.
Tyranitar: Run to the hills lol. I use Hitmontop which stops Tyranitar 100% of the time even with 6 DD under its belt.
Rotom: without Trick it's set up fodder(even with SE STAB Shadow Balls. One CM and Shadow Ball does less than 45%).
Gengar: More shaky to get CMs against this. But it is possible if Gengar switches in on a CM. Otherwise Psychic against this.
Empoleon: set up fodder. Unless it is a SD version(which only some no people use)
Flygon: Walled.
Dragonite: More tricky than Salamence. This one can stand against Cressy easier than Salamence. Especially when Dragonite don't carry Outrage as commonly as Salamence, so most of the times Cressy can't be used as a lure.
Jirachi:needs to push its luck with Iron Head. A lot of them.
Metagross: HP Fire. Explosion can take Cressy out.
Infernape: Psychic.
Machamp: Psychic.
Weavile: Run to the hills part 2. This one has to deal with HP Fire though.
Listed some of the attacking threats. It can deal with a good percent of them, right? Defensive pokes without Toxic/Taunt/Roar and are not named Blissey are all set up fodder for Cressy. That's nice to me.
If you can do a good team with a user of Sunny Day(Sunnybeam Heatran perhaps?) to clear the field of Sandstorm, you have a potent bulky poke with you.
The set:
Cresselia@Leftovers
252 hp/252 def/6 spd
Modest
Calm Mind
Psychic
HP Fire
Moonlight
Modest to give Cresselia some power. It gets enough defense with this EVs.
Yeah, simple but VERY effective.
PS: I play UU 90% of the time so maybe i'm saying nonsense here lol. So feel free to disagree with anything said here.