We perform classical three-dimensional Monte Carlo simulations of ultracold neutrons scattering through an absorbing-reflecting mirror system in the Earth's gravitational field. We show that the underlying mixed phase space of regular skipping motion and random motion due to disorder scattering can be exploited to realize a vectorial velocity filter for ultracold neutrons. The absorbing-reflecting mirror system proposed allows beams of ultracold neutrons with low angular divergence to be formed. The range of velocity components can be controlled by adjusting the geometric parameters of the system. First experimental tests of its performance are presented. One potential future application is the investigation of transport and scattering dynamics in confined systems downstream of the filter.