I have split the alphabet in two sets, as you may see in the picture below, according to a very specific rule. Which was the rule I used?
The top set of letters are:
Letters that have no curves but do have "branches" (ie cannot be drawn without lifting a pen off the paper or retracing parts of the letter)
The bottom set are those left over.
This does I think generate the correct sets (I'll be very embarrassed if I am wrong on that) but it feels a bit too complicated to be an elegant answer...
The first set of letters cannot be drawn without lifting the pen from the paper and not drawing over what's already written (over the same path like a car on its reverse gear).
The second set of letters can be drawn without taking the pen from paper and not moving the pen over what have already written (over the same path like a car on its reverse gear)