So, burn is always a tier 1 deck in modern, and it probably always will be, but for a while now, burn has been naya colored. However, since I prefer rouge decks, I decided to design this. Originally, I was focused on splashing just one color so that the deck would be less expensive than its naya counterpart, but blue is so expensive, as are the blue-red lands **coughcoughscaldingtarn** that this deck is actually more expensive than naya burn by about $200.
By splashing blue, this deck has a huge advantage over other burn decks: it almost never runs out of gas. While some people would take the izzet burn route by making a counter-burn deck, I decided to stick with classic burn, with blue just to refill your hand so that you don't run out of gas. For that job, I chose 3 cards. First off, there's gitaxian probe, an obvious inclusion. You get it, pay 2 life, which is basically nothing, look at your opponent's hand, which is a nice bonus, but most importantly, draw a card. Essentially, the probe just fills 4 card slots in your deck with nothing. Next is serum visions, which is again an obvious choice. Out of burn? For one blue, you get to draw a card, and then scry 2, which just helps you filter everything you don't need out so you draw into more burn. The final blue card in this deck is day's undoing. While this may seem like a bad idea, think about it. For simply 3 mana, you get to shuffle all your burn spells back into your library, (and although you have to shuffle your hand in, too, you probably won't have anything useful left in it), and then you get to draw 7 new cards! 7!!! 7 burn spells! And of course, your opponent gets to do all this too, but it screws up most other strategies, and that just benefits you more. And sure, your turn has to end, but you'll probably already be tapped out after casting the undoing, so, who cares! Now down to the rest of the deck. Honestly, it's no different from every other burn deck ever: burn out your opponents and their creatures, and swing in with your guys.
Now for the sideboard. At first it may look really sketchy, but each card in there has a reason for being there. First of all, void snare and cyclonic rift. Why they're in there: Leyline of sanctity. Is it not obvious? Many decks in modern sideboard this, and if they do get it in their opening hand, you're screwed if you don't have an answer. By returning it to their hand, it basically ensures that you have until turn 4 to win, or probably later, since by turn 4 they'd rather be playing other things. Next, rending volley: Why? Splinter twin. Duh. Now to anger of the gods: This may seem weird, but once you think about it, you have so much card draw that it won't hit you too hard, but it will come unexpectedly to lots of other decks, and end up hitting them very hard. Finally exquisite firecraft, searing blaze, and skullcrack are all if you just want to tweak the style of your burn slightly against the particular deck you're playing against.