Meet the Team
Brian Hanna
Senior Partner
Brian joined us as Senior Vice President of Petrillo Protection Group for the past 5 years with the mindset of assisting clients through a unique holistic financial engineering process. He assists both families and businesses through various wealth creation strategies in regards to accumulation, preservation, and distribution phase disciplines. His passion is to help his clients bring order and understanding to their finances which are often riddled with confusion and inefficiency. His experienced counsel and highest ethical standards combine to empower clients with tools and fact based information to help build wealth in the correct fashion and achieve financial freedom.
Brian’ background and credentials includes graduating from University of Rhode Island in 2007. His professional career saw him working for some of the largest, well known brokerage companies in the industry between 2008-2015 before realizing that even the most successful firms lacked true advanced planning strategies and weren’t focused on critical threats to their clients’ financial goals. Seeing the writing on the wall, he moved away from traditional financial planning to a practice that relies on sound economic theory which in turn motivated Brian to join Petrillo Protection Group. He holds multiple FINRA Series 7, 63 and 66 regulatory licenses as well as Life, Accident and Health.
In his spare time, Brian enjoys traveling, playing golf and is also an avid surfer/skier.
BRIAN DEAN HANNA – Broker at GARDEN STATE SECURITIES, INC. (finra.org)
I became a licensed Stock Broker in April 1986 and 6 months later experienced my first “trial by fire” managing stock and option positions for a small group of large investors in the 1987 Stock Market Crash.
Between 1990 and 2000 I held positions as a Branch Manager, producing broker, and Equity Research Analyst on Wall Street.
During the period I created a Newsletter for Value Investors called the “Vulture Letter.” The recommended stocks returned over 30% annually between 1990 and 1995 with nearly 40% of the companies being either bought out or experiencing price gains due to speculation of possible takeovers.
In 2001 I was elevated to Chief Market Strategist at Garden State Securities.
In 2002 I created the (Smart Money”) Contrarian Value Portfolio that served as the Firms’ Model Portfolio from 2002-2009. By combining fundamental and technical analysis and using the sentiment clues given by “timely” open market stock purchases of high-ranking Corporate Executives, the Model Portfolio produced annual returns of 14.2% over a 7-year period where the S&P 500 annual return was 3.1%.
With High Frequency and Algorithmic trading becoming the major source of trading volume and market movement I was motivated to build a rick management and trading model that could capitalize on the greater volatility created by these new market entrants.
The result of almost 20 years of research produced my Risk*IQ trading model the seeks to identify extremes in price and investor sentiment that precede important market turning points. Once a market reversal occurs the Risk*IQ aims to capture significant portions of subsequent intermediate term price swing in the market.
Since 2000 the S&P 500 has made 32 price swings (up or down) greater than 10% with the average swing being greater than 30% and lasting 32 weeks.
Capturing 33% of these swings produced returns more than 5-times the gain in the S&P 500 over the same period.
Below is a copy of the actual 7-year track record of the aforementioned Model Portfolio, along with my comments and recommendations leading up to the late 2019 correction based on the Risk*IQ system included below.
Between 1990 and 2000 I held positions as a Branch Manager, producing broker, and Equity Research Analyst on Wall Street.
During the period I created a Newsletter for Value Investors called the “Vulture Letter.” The recommended stocks returned over 30% annually between 1990 and 1995 with nearly 40% of the companies being either bought out or experiencing price gains due to speculation of possible takeovers.
In 2001 I was elevated to Chief Market Strategist at Garden State Securities.
In 2002 I created the (Smart Money”) Contrarian Value Portfolio that served as the Firms’ Model Portfolio from 2002-2009. By combining fundamental and technical analysis and using the sentiment clues given by “timely” open market stock purchases of high ranking Corporate Executives, the Model Portfolio produced annual returns of 14.2% over a 7-year period where the S&P 500 annual return was 3.1%.
With High Frequency nd Algorithmic trading becoming the major source of trading volume and market movement I was motivated to build a rick management and trading model that could capitilize on the greater volatility created by these new market entrants.
The result of almost 20 years of research produced my Risk*IQ trading model the seeks to identify extremes in price and investor sentiment that precede important market turning points. Once a market reversal occurs the Risk*IQ aims to capture significant portions of subsequent intermediate term price swing in the market.
Since 2000 the S&P 500 has made 32 price swings (up or down) greater than 10% with the average swing being greater than 30% and lasting 32 weeks.
Capturing 33% of these swings produced returns more than 5-times the gain in the S&P 500 over the same period.
Below is a copy of the actual 7-year track record of the aforementioned Model Portfolio, along with my comments and recommendations leading up to the late 2019 correction based on the Risk*IQ system included below.