How to get Optimum Lag with Data2 tends to catch up more on the upside than on the downside of data1

Hope you are doing well!!
I have two time series, Data1 and Data2 from 01/01/2017 to 01/01/2020,
I did a cross correlation with all the dates (from 01/01/2017 to 01/01/2020) to get the optimum lag, however Data2 tends to catch up more on the upside than on the downside, so the lag has to be different, And from 01/01/2017 to 01/01/2020 I’m sure that the lag found with the cross correlation function will not be representative for all data,
My question is How can resolve that ? I mean how can I built a trend indicator to then get the best lag ?
Thanks