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Data literacy has become an increasingly important skillset. However, evidence shows declines in data literacy skills, while controversies remain about best practices in math education. This paper explores the concept of an “Optimal Learning Zone”, a combination of teaching practices and classroom climate that maximize students’ data literacy learning, in Singapore and the U.S. We leverage descriptive statistics and quasi-experimental methods to examine sources of within-country and between-country gaps in data literacy using PISA 2022 data. We find significant, curvilinear associations between data literacy skills and four classroom factors: disciplinary climate, teacher support, exposure to math concepts, and cognitive activation. Results suggest that the salience of various classroom features in predicting data literacy learning varies across national contexts.