this is how i did the lvl 40 sephiroth challenge (i picked staff btw and in proud mode)

the only form skills you need are high jump lvl 2 and double jump lvl 1. trust me.

Don't put on explosion because its an awful skill.

ok back to guide...

You are going to want to have as many exilirs and stuff as possible just in case. you will need curaga and reflectga as well. When the battle starts obviously press triangle to avoid certain doom and hit him for all you got. next he tends to hit you in the air..LET HIM HIT YOU!!!! as soon as you are in the air use aerial recovery and mash X..you do that for a while till uses sinful anger at which point you jump and hit him to avoid doom..heal when nessessary but only nessessary because if you heal too soon you can be doomed. next when he uses meter shower just jump from one end to the other quickly to avoid as many meteors as you can then he will either use the reaction command attack or sinful anger you in which case you just pwn him in da face...the battle is easy once you get his attacks.

hope this helps shiva