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The simple answer is that he didn't.
Confucius commented on the way society worked at his time. He found that it was lacking in many ways, and dispensed advise to correct it. Centuries later, these sayings were compiled as one book, the 'Analects.' This formed the basis of an ethical system.
Confucianism became a religion much later, and is generally accepted to be a combination of Prue-existing Chinese religious practices that synchronized with Confucian teachings.
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