At each channel use, the complex quadrature spatial modulation (CQSM) transmits two signal symbols drawn from two disjoint modulation sets. The indices of the antennas from which symbols are transmitted also carry information. In the improved CQSM (ICQSM), an additional antenna is used to transmit the second signal symbol only when the indices of the antennas to be used for transmission are equal. Conventionally, the second modulation set is a rotated version of the first, where the rotation angle is optimized such that the average unconditional error probability (AUP) is reduced. In this paper, we propose a low-complexity method to design the PSK modulation sets based on reducing the AUP. After introducing min-BER and max-min , two exhaustive search methods, we analytically show that the AUP depends on Euclidean distance between transmitted vectors, which in turn depends on the power of signal symbols, the Euclidean distance between the symbols of each modulation set, and the Euclidean distance between the symbols of the two sets. The optimal rotation angle is analytically derived for any modulation order and the radii of the modulation sets are optimized such that AUP is reduced for a wide range of system configurations. The simulation results show that more than 3 dB of power gain is achieved in the case of 16PSK, where higher gains are achieved for higher modulation orders. These gains are achieved at no computational cost because the optimization does not depend on the channel realization.