A couple weeks ago, I reported that Google's John Mueller explained that theoretically you do not need to disavow to get out of Penguin, you can try to build links out of Penguin. But the truth is, he said it is an algorithm and he was just explaining the algorithm. Will it work? As I explained, he said probably not.
So he was asked this question again in a Google+ hangout from last week, where he explains it well.
The question starts at 50 minutes and 55 seconds and he said with Penguin there is no simple solution. The best recommendation he can give is that when you know you have a problem, you need to fix the problem. The best way to fix the problem is to not do nothing, but to remove the bad links you have to your site either via the disavow or manually or both.
John then says at 52 minutes and 6 seconds in that hoping the problem will go away by itself or even more, hoping the problem will go away by doing even more unnatural links is not a "feasible business approach."
Then at 52 minutes and 50 seconds into the video answer, he gives it to you. He said, in short that the aspect of building high quality links sounds like building unnatural links all over again and it won't help. Let me quote him:
And the other aspect here of gaining links from high quality editorial websites sounds a lot like you're building links again. You're building even more unorganic links to your site. So if you know that you have a problem with your links, you're not going to solve it by building even more unnatural links.
You see, even though theoretically it is possible, SEOs will do it wrong. Building links is unnatural. :)
Here is the video as it starts at 50:55:
Forum discussion at Google+.