I was thinking I am the only one in this situation. I have multiple sites affected by this problem.
I suspect few things:
1. Possible excessive internal anchor links (in the case of one of the affected sites);
2. I have used very frequent the Rank Tracker to check automatically the sites positions;
3. I've login in my Google account via proxy IPs (possible used by spammers);
4. Possible duplicate content (a lot of scrappers have copied some articles from my sites);
5. A high number of articles and a low quantity of backlinks.
The penalty is sitewide and affects 90% from my sites. Few of them are never monetized and have just few links / unique articles published.
The penalty in my case is 100% not determined by links quality. Clean sites are affected.
I suspect just somehow Google believes I am a spammer (automatically checking positions / different IPs account access etc.)
Other weird things about this penalty (in my case): the Facebook / Twitter / Google plus pages are gone too when I perform a search for "website name" (not "websitename").
These pages are ranking usually in the first page on Google for that term. Simply, Google want to remove all the mentions about these sites from the first pages of its result.