Dont do Psychic. Terrible coverage. Your much better off with Flash Cannon. I dont really think Lucario has enough time to pump up and be a sweeper with Calm Mind unless you Salac it also, otherwise for this set you could always throw some Specs on him.
Also, most dont use Special Sets with Lucario bc his special movepool is completely inferior to his Physical one... To make best use of his moves and abilities, I would recommend a Physical Lucario.