We experimentally demonstrate a shaken-lattice interferometer. Atoms are trapped in the ground Bloch state of a red-detuned optical lattice. Using a closed-loop optimization protocol based on the dcrab algorithm, we phase-modulate (shake) the lattice to transform the atom momentum state. In this way, we implement an atom beam splitter and build five interferometers of varying interrogation times TI. The sensitivity of shaken-lattice interferometry is shown to scale as TI2, consistent with simulation (2 C. A. Weidner, H. Yu, R. Kosloff, and D. Z. Anderson, Phys. Rev. A 95, 043624 (2017)., 10.1103/PhysRevA.95.043624). Finally, we show that we can measure the sign of an applied signal and optimize the interferometer in the presence of a bias signal.