There are two different approaches in the context of change-point analysis. In the classical a-posteriori approach,  a completely observed data set is available when starting the testing procedure. In sequential change-point analysis, we adapt tests for structural breaks after each observation while still controlling the type-1-error asymptotically.  We propose a general framework of sequential testing procedures based on U-Statistics which, as an example, yields a robust sequential change-point procedure related to a Wilcoxon-type test statistic. The critical values can be obtained from the limit distribution derived under the null hypothesis and we show that the proposed tests have asymptotic power one.