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Depends on your definition of brand new.
Normaly brand new means way to early to draw conclusions about a possible penalty. Not being well listed or even not being listed at all with a brand new site doesn't mean it's penalized.
This appears to be what happened to me and a friend of mine with a related site simultaneously.
Googlebot has visited my site, but at the moment, I am not even indexed. A week ago my site was ranking really well...!
from brand new - new domain - new host - 2 months too wipe the floor off competition.
1 * ODP listing = PR 4
1 * Yahoo listing = PR 5
some very strong on target PR 5 links. funny thing is that G is neither showing any of the stronger links as backlinks yet, but the site with a PR 2 is sweeping the floor for its keywords on G, as well as MSN, and ATW.
I am a happy bunny and waiting for the ROI to roll in from it - pretty high ticket stuff.