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You should check in your Google webmaster tools to see if they come up as links. If they do I would say that they give off some benefit. On the other hand if you are active in the forum that link could generate some really targeted visitors.
In yet another (niche related) forum I changed the anchor text in my sig line from 'widgets' to 'widget' (approximately 1500 posts).
My G rankings promptly inverted in line with the anchor text change. Where I had been top 5 for 'widgets' I was suddenly at the top of page two, and for 'widget' I moved from page two to the top 5.
That said, I have to think that there exists some filtering method. Too easy to spam otherwise.
It was a 2 word keyword that isn't too competitive, but either way, it shows that forum links and anchor text are taken into account.
willybfriendly was this a 1 word keyword or longer 2 to 3 word?
Sorry it took so long to get back to this.
Single word, ala 'widget', but in a tag line.
Went from a two word tag line ("Namebrand Widgets') to a longer tag line ('Widget, the promise fulfilled'). Those are obviously made up tag lines.
The entire tag line was used as anchor text.
Currently rank #3 for the trailing text of the tagline and #7 for the single keyword (assuming any look at rankings can be trusted since the implementation of 'personal search') which is interesting since more results are returned for the 3 word trailing text - including businesses containing the phrase in their name - than for the single keyword.