Measurements show that the spins are correlated in a non-local way.
Experiment One Say we have created a pair of correlated fermions, and we are using a Stern-Gerlach magnet to measure their spin along a common axis. One might suppose the connection to be thermodynamic in some way, exchanging a miniscule number of low-energy photons in one location for those in another location. One reason is that if this happened, then we would have a faster-than light signalling device. If the two devices were space-like separated by a large distance, then experimenter L could send messages to experimenter R by alternately switching in a hot or cold detector. Experimenter R would only have to watch which direction the temperature of their device went.