One (lucky?) trader who didn’t have any trade logs that day, and who blogs regularly, has a video of what his trades did, on their own, on Thursday. (He didn’t feel good in the morning so he just sat out the whole day.)
The overwhelming trend he noticed is that funds on BlackRock, Vanguard, and some close-end, credit-allocation funds spiked in volume and then sold off very quickly quit a bit of time before the market sell-off.
The trader focuses a lot on a number of funds in which he says he saw very irregular volume on 5/6 well before the market crashed (like nothing he’s ever seen before, apparently). In a number of different funds’ stocks, he sees no volume intraday and then all of a sudden around two, volume spikes. Then around half past two, there was a big sell off.
He says he’s not speculating so we won’t either. Just watch this interesting video: