How to apply Simple Regex Filter to forum signature?
It's impossible without your own coding. Currently this module works only on nodes and comments, and this is hardcoded. Given that it is:


  Development status: Maintenance fixes only


you can't hope maintainers will add functionality; they already told they will not.

If you are using Signatures for Forums for Drupal 7, you can try with modules working generically on Entities. As far as I remember Rules could be used for something like that. For Drupal 6, I'm not prepared to even speculate.