No, excuse me Tom if one made confusion, it was me.
As you can see in the first picture, I have 24 output to connect (hopefully) as many christmas lights.
In one output I connect a christmas light and light on weakly when relays are opened, and normally when relays are closed. This is the strange behaviour that you have explained with the riac leakage.
In a second output I connect (to test purpose only) a incandescent bulb light. In this case, when the relay id opened the lamp is off, when closed the lamp lights on. This is the normal behaviour I hoped also for the led strip.
Someone in the thread tol me to test a bulb light in parallel with the led strip (therefore on a single output): in this case both lamp and led stripe are off when the relay is open and light on when the relay is closed.
I hope I've explained myself.
Thanks again for helping me.
Giuseppe