Well the Dow Jones Industrial Average is an index that is supposed to be composed of the 30 best blue chips, more or less. You could start there & try to subtract the worst 10 companies to get 20.
Of course, this year's dog could be next year's champ. If you can pick a dog that will soon be a champ, you can make a lot of money.
Which are the worst Dow stocks? Maybe Citigroup (C), General Motors (GM), & Home Depot (HD).