I've read some articles that say that not getting sick doesn't necessarily mean you have a good immune system. It could be that the immune system is underactive, meaning that the virus is in the body, but the immune system mounts a weak immune response which doesn't cause many symptoms. On the other hand if you get intense symptoms, but for a very short duration, it means that the immune system mounts a strong and effective response. If you get symptoms, but it takes you weeks to recover, then it means that the immune system is mounting a response, but is not efficient killing the pathogen.
In general I find susceptibily to colds a poor indicator of immune system strength. A better indicator would be how fast you recover from wounds for example. Because in the wild this is what counts the most. A majority of animals in the wild die from infections due to major wounds suffered in fights, only the ones with very robust immune systems, who can resist the pathogens festering the wounds survive.
So in conclusion if you've ever gotten infected wounds and had to take antibiotics for it, chances are pretty high your immune system is shit.