Studying sets of genomic features is increasingly popular in genomics, proteomics and metabolomics since analyzing at set level not only creates a natural connection to biological knowledge but also offers more statistical power. Currently, there are two gene-set testing approaches, self-contained and competitive, both of which have their advantages and disadvantages, but neither offers the final solution. We introduce simultaneous enrichment analysis (SEA), a new approach for analysis of feature sets in genomics and other omics based on a new unified null hypothesis, which includes the self-contained and competitive null hypotheses as special cases. We employ closed testing using Simes tests to test this new hypothesis. For every feature set, the proportion of active features is estimated, and a confidence bound is provided. Also, for every unified null hypotheses, a $P$-value is calculated, which is adjusted for family-wise error rate. SEA does not need to assume that the features are independent. Moreover, users are allowed to choose the feature set(s) of interest after observing the data. We develop a novel pipeline and apply it on RNA-seq data of dystrophin-deficient mdx mice, showcasing the flexibility of the method. Finally, the power properties of the method are evaluated through simulation studies.