I have a Deck with a similar concept to yours, and thought you might want to check it out.
Monsters (24)
3x Tethys, Goddess of Light
2x Darklord Asmodeus
2x Archlord Kristya
2x Athena
2x Chaos Sorcerer
1x Darklord Desire
1x Darklord Superbia
1x Guardian Angel Joan
3x Gellenduo
3x Hecatrice
2x Dark Valkyria
2x Honest
Spells (10)
3x Valhalla, Hall of the Fallen
3x Pot of Duality
2x Mystical Space Typhoon
1x Monster Reborn
1x Dark Hole
Traps (6)
2x Bottomless Trap Hole
1x Call of the Haunted
1x Torrential Tribute
1x Mirror Force
1x Solemn Judgment