experience with cross linking penalty multiple domain same IP

I d like to share my experience with what i think is cross linking penalty between several domains on the same IP.
I decided to cross link all my websites that are hosted on the same IP. They are all adult related so i thought there would be no penalty.

Here are my evidences of the cross linking penalty presence. On the very same day, the google traffic for all the cross linked websites dropped by 50%.

I think it is due to cross linking for several reasons:
-It dropped on the very same day.
-I checked all the incoming links prior to this day and i did not find an incoming domain that was shared by all the cross linked domains. Actually an incoming domain could be responsible but no one was on every incoming links list for each of my domain.
-I checked the incoming domains prior to the day and none were banned by Google. (no N/A pagerank, no de-indexed domain).
- One of the website did not receive any new incoming links except the links from my other domains during that time.

I deleted the links from my "links scheme" 10 days ago, none of my websites recovered yet.

Little update:
After removing cross links from my websites. Things got worst. So it was not cross linking. I have found in fact, that cross linking was good and reciprocal linking is very good. Same IP and addons domains don't matter.

I think I read that there maybe something in the algorithm that delibrately gives a "false" ranking to sites that fix problems (or try to)- to try to obfuscate the obvious cause and effect. So you might have done the right thing - it just hasn't had the right effect!