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I doubt you are being penalized for links on forum sites. If it makes sense for people to be mentioning your site on those forums, then it makes sense that there is a link. On the other hand, if it is clear that the link placement was manipulative and added manually for the sole reason of getting the link, then you might have a problem. If you don't mind sharing your site url, I'd like to take a look in opensiteexplorer!

I agree, rank checking is only one metric you need to follow in order to know if your on track in reaching your goals. You should also track the website goals and business goals you achieve with your organic search results. Your goal should never be first rank but optimized ROI from organic search. So rank checking is only the first layer you need to keep track off.