I took my Heracross against someone on Shoddy who I know uses Psychic types (including an Alakazam tank) and I won 6-0. I also have supporters to handle Fire and Flying types.
Most Heracross have a Scarf and will easily OHKO with Megahorn.
If you switch Alakazam out Pursuit will OHKO (minimum of 70% damage if you stay in assuming all IVs are maxed).
Alakazam has about a 50% chance to survive a Life Orb Pursuit (assuming no switch and it is at max HP [combined with Stealth Rock it is a guaranteed OHKO]), so if it gets an agility from Gliscor or Ninjask Alakazam won't stand a chance in speed or for surviving.