  We study subgap transport from a superconductor through a double quantum dot
with large on-site Coulomb repulsion to two normal leads. Non-local
superconducting correlations in the double dot are induced by the proximity to
the superconducting lead, detectable in non-local Andreev transport that splits
Cooper pairs in locally separated, spin-entangled electrons. We find that the
$I$--$V$ characteristics are strongly asymmetric: for a large bias voltage of
certain polarity, transport is blocked by populating the double dot with states
whose spin symmetry is incompatible with the superconductor. Furthermore, by
tuning gate voltages one has access to splitting of the Andreev excitation
energies, which is visible in the differential conductance.
