Oh my oh my. I spy a rather insane Electric weakness here. You've got two mons weak to it and nothing to even resist. As it stands, your team is in serious trouble if it meets a Mega Amphy, Jolteon, or Heliolisk, all of which are quite common. As Tomas said spelled it right this time, swap out Aero for Mega Amphy. That'll take away some of the Electric weakness and actually give you a nice x4 resist while still boasting a rather ludicrous Special Attack at base 165. My personal favorite set to run is
Ampharos @ Ampharosite
Ability: Static
EVs: 252 SpA / 4 SpD / 252 Spe
Modest Nature
- Agility
- Thunderbolt
- Dragon Pulse
- Focus Blast/ Volt Switch
as it allows you to boost up on a switch, then quickly slay half your opponent's team. You can run Volt Switch instead of Focus Miss Blast if you want to have a bit more reliability or if you just wanna get the heck out and dodge.
For Mienshao, I'd recommend something like
Mienshao @ Life Orb
Ability: Regenerator
EVs: 252 Atk / 4 SpD / 252 Spe
Jolly Nature
- High Jump Kick
- Knock Off
- U-turn
- Poison Jab/ Fake Out
as this would allow you to have your solid STAB move in HJK, Knock Off because honestly, there is no reason not to have it since it deals with Ghosts and Psychics, both of which are a problem for HJK spammers. U-Turn to get you out of a tight spot fact and quickly grab a Regenerator boost while doing some solid damage and/or breaking Focus Sashes/Sturdies. Poison Jab is obviously for Fairies, particuarly Whimsicott, which would practically be murdered on the switch in by it. Fake Out just because Fake Out is good, I guess. Not really my personal choice on moves except on Pokemon like Mega Lopunny, where it is quite useful, but to each his/her/xyr own.
You don't have any Pokemon to set up and remove hazards, which is rather alarming when Fortress exists and it's present on about 97% of the teams in UU because people can't figure out any other lead to use, even with a Trick Chandelure. I would know because I really love Trick Chandelure. More to the point, I'd switch out your Bug for another personal choice of mine: Donphan. Donphan has the physical bulk to take a lot of hits well and Sturdy which lets it be a good lead. It would give your team a nice Electric immunity as well. Just use a physically defensive set with EQ for STAB, Stealth Rocks to wear down your foes, Rapid Spin to clear hazards which wear down Milotic and quickly kill your Chandelure.
I'd also suggest changing Milotic to be a bit more Specially Defensive to check CroCune a bit more, as that is always a threat. If you have Donphan, make Donphan your Physical wall and fully invest Milotic in Special Defensive. Scald is there for burning Physical Attackers anyway, so no need to be redundant with your spread.
Your team looks nice and interesting otherwise and definitely change that Choice Band out for an AV to catch your opponents unawares.