Since the spins are correlated in the z direction, we expect that the measurment outcomes on the left and on the right are always the same.

Stern Gerlach

Push the button to create the entangled state

Rotate magnets

Since the spins are correlated in the x direction as well, we expect that the measurment outcomes on the left and on the right are always the same. This is not possible with only classical correlations.