I think something is just broken. Possibly the cat, or the O2 sensor afaik. From what I understand, the O2 sensor can be out of its normal parameters and still be within "normal" range and therefore not kick on a Check Engine light.

As far as what I do to it, it's over-fueled since I got it I'm pretty sure, I don't beat on it too hard, but it could be my fault, I just highly doubt it.