How to Max portfolio gap and Min the portfolio gap daily stdev?!

[hellohere]

Say here are 100 trading days, and here are 20 winning portfolios with daily return 0.25%(100.25)

and 20 losing portfolios with daily return -0.25%(99.75). 

How to find the optimal portfolio-gap (Winner-Loser) with the max return (Winer-Loser) and the min

daily volatility?!

Though this a a theoretical problem, how to simulate the solution?! 

[hellohere]

dataset will like 40 columns(for 20 for winners and 20 for losers), and 100 rows(daily returns).

Winner Daily Return= 0.25*ranuni()+0.05*ranuni()               [Winner has daily 0.25% expected return, with 0.05% additional variance in expectation]

Winner Daily Return= -0.25*ranuni()+0.05*ranuni()              [Lower has daily -0.25% expected return, with 0.05% additional variance in expectation]

Goal is to find the Optimal Pair(Winner-Loser) to Maximize the Portfolio Gap Return with consideration with daily variance(Ret/Stdev)

Any help?! Thanks