So we know that if you have a penalty on your site and you move your site to a new domain and redirect the URLs to that new domain, the penalty will flow because of the redirects. That is known.
What I did not know is that if you took your site and moved it to a new domain but did not redirect the old domain to the new, that Google may also pass along the penalty without redirecting the URLs.
If the site is basically a copy of the site and all you are doing is moving it to a new domain in order to leave your link or other Google penalty behind, it might back fire on you. Google's John Mueller told me yesterday in a video at 23 minutes and 15 seconds in that it is very possible that the penalty will follow the new domain even without redirects.
John said that if you have a site with a penalty and you take the site and simply move it to a new domain name, even without using the site migration tool or setting up redirects, Google may figure out it was a site move and pass along the penalty.
So the easy answer is not to simply move to a new domain for your site, cause Google may pick up on it and stamp it as a site move automatically and thus pass along your penalty.
Here is the video, fast forward to 23 minutes and 15 seconds in:
Forum discussion at Google+.