Trade Huge

Taking example of 1929 Stock Market Crash, the market initially shooted up from the period of 1920 to 1928-29 and then crashed in a big way in 1929 , October 24, 1929. On that day, nearly 13 millionshares of stock were traded. It was a record number of stock trades for the U.S. and marked the end of an upward trend on stock prices. Stock markets kept on falling with short recoveries , these short time upside were unable to sustain the selling pressure, markets recovered after 1954, this is one of the greatest stock market crash ever.

This lead to depression and collapse in the economy, some of the effects were
Losses to factories which over produced goods, as demand dropped and supply increased.
Farmers planted more crops but were unable to sell due to lower demand then earlier, prices went down and they went into huge losses. Later some measures were taken to help farmers. From inflation the market turned to deflation state due to the crisis situation.

Safest investment at this time would be us saving bonds, as these are government securities, and they would be in position to even print new notes and return the funds assured to people buying these bonds, 100% guranteed by the government.