While it would make total sense that Penny is a synthetical girl hoping to become part of the real word that just so happens to use strings in her fighting style (Pinnochio, too much?), I must add that she might not be entirely synthetical.
Yeah, she has all the hints pointing that she is a robot, but they just confirmed the no-humanity of a character that was highly especulated not to be human, and pulling the same trick from the hat doesn't looks like something Monty would do.
No, I believe that she was once human, but she [insert tragic backstory here], and now she's an enhanced human, with some lacking in the human interactions department.
I could go on and on, but that would turn me into 'that guy', so I'll just leave it here.
Thanks for the understanding. Yeah, the fact that her chaufier said that "her time will come" suggest that she's the test subject of a big (kinda shady) project and that, after living who-knows-how-many years on the facility where they had her, she developed a desire to see the outside world and meet the people out there...
O.o... And there's a 'Hunchback of Notre Damme' reference XD. Maybe her surname plays with that reference