The U.S. Equities Daily Cumulative Adjustment Factors dataset provides backward cumulative price and volume adjustment factors for corporate events affecting U.S. equity securities. These factors enable consistent backward normalization of historical price and volume series in the presence of corporate actions. Each record is accompanied by the corresponding event type and adjustment reason, ensuring transparency and auditability of all adjustments. Unlike event-only adjustment datasets, this product maintains a continuous daily time series by publishing an entry for every trading day. On days without corporate action events, the most recent cumulative adjustment factor is carried forward, allowing users to apply adjustments through simple date-based joins without requiring gap handling or event reconstruction. This design is optimized for developer-friendly ingestion, large-scale back-testing, and automated data pipelines.