While the conventional codebook is defined only for the initial transmission in the closed-loop MIMO system, this paper proposes a new retransmission structure with a sequence of multiple codebooks, rather than using a single identical codebook for every retransmission. The pre-coding matrices in each codebook are sequentially linked so that each one can be used for a sequential hybrid ARQ transmission attempt, without invoking any index feedback from the receiver. It has been shown that the proposed codebook structure provides a performance gain of more than 5dB over the conventional scheme in the long-term-static channel.