Originally Posted by TurboB

At first case they de-indexed homepage of my site - which was ranking high on good keywords.

I would say the opposite thing - first site is oldest one and had the most backlinks (referring domains).

The first 2 similar sites had mostly "domainname.com" anchors, and for these two I bought links with exact match keywords.

Later I removed these links to penalized first one site - no effect.

On penalized site I have about 0.5% of anchors of exact match keywords (each - it is 3-4).
On second similar site I have 3% of exact match anchors.

However, on site performing well it is 1.5% of "brand" anchors (domainname without .com), while on penalized it is 5%.

To be clear, it is EMD domains, and I consider "domainname" as brand and "domain name" as exact match keyword.