Overview
Modern devotion mono-red burn deck. You know the drill.
Strategy
Rather than just pitching lame old Lightning Bolts and Shocks at your opponent (sad!), why not try destroying them through your sheer devotion to red?
Fanatic of Mogis and Banefire + Nykthos, Shrine to Nyx
are your main win conditions (though Demigod of Revenge can be quite nasty as well). So, the focus is primarily on including permanents (rather than instants or sorceries) with stacking red mana costs.
Kargan Dragonlord can turn into a real fucker if he gets leveled up enough (and makes sure you always have something to spend your extra mana on).
Vexing Devil is somewhat of an anti-synergy since you don't really want them to take the sacrifice damage in exchange for losing one devotion to red, but on the other hand, you might think of it like a blockable, sorcery-speed lightning bolt that gives your opponent an option to spend life to prevent the initial damage and give you one devotion (which they might very well opt to do if they haven't figured out what you're doing yet).
Leyline of Lightning and Leyline of Punishment are great here because you're potentially starting out the game with 4 free devotion if you happen to wind up with both of them in your opening hand (maybe even worth searching for with the mulligan if your first draw is otherwise underwhelming), and Leyline of Punishment will stop certain types of lifegain decks dead in their tracks.
Faithless Looting is included here to help you search for the combo cards and lands (since we're running light on them). Feel free to pitch your extra leylines, since the duplicates don't provide a ton of extra value, and Demigod of Revenge can often be safely pitched as well, if you know there are still more left in your library).
Abrade and Field of Ruin may grant you some relief against artifacts and non-basic lands, but we don't have a good method of dealing with enemy enchantments, so look out!
Sideboard
As with any RDW deck, you may have to board in some hate.
Vexing Shusher gives you some counterspell protection while still providing you with some devotion (unlike, Guttural Response, for instance).
Ash Zealot can come in handy if your opponent is doing a lot of playing from their graveyard.
Bonfire of the Damned can be subbed in for Banefire if you're getting overrun by weenies.