Motivated by experiments, we study the sign of the Coulomb drag voltage in a double layer system in a strong magnetic field. We show that the commonly used Fermi Golden Rule approach implicitly assumes a linear dependence of intra-layer conductivity on density, and is thus inadequate in strong magnetic fields. Going beyond this approach, we show that the drag voltage commonly changes sign with density difference between the layers. We predict that in the Quantum Hall regime the Hall and longitudinal drag resistivities are comparable. Our results are also relevant for pumping and acoustoelectric experiments.Drag experiments in coupled two-dimensional electron systems provide information on the response of a system at finite frequency and wavevector and are thus complementary to standard DC transport measurements [1,2]. In a typical drag experiment, a current is applied to the active layer of a double-layer system and the voltage V D induced in the other passive layer is measured, with no current allowed to flow in that layer. In a simple picture of drag, the current in the active layer leads -via interlayer Coulomb or phonon interaction -to a net transfer of momentum to the carriers in the passive layer. At conditions of zero current in the passive layer, this momentum transfer is counteracted by the build-up of the drag voltage V D . In the cases of two electron layers or two hole layers, the drag voltage points opposite to the voltage drop in the active layer. This is defined as positive drag. Negative drag occurs in systems with one electron layer and one hole layer [2,3].Prior theoretical work on drag [2,4,5] was often based on or reduced to a Fermi Golden Rule analysis (see, e.g., Zheng and MacDonald [1]). In this analysis, the sign of drag does not vary with magnetic field B, temperature T , or difference in Landau level (LL) filling factor ν between the two layers. By contrast, recent experiments at large perpendicular B [6-8] observe that the sign of drag changes with all of these parameters in systems of two coupled electron layers -specifically in the Shubnikovde-Haas (SdH) and integer quantum Hall (IQH) regimes. Feng et al.[6] find positive drag whenever the topmost partially filled LLs in both layers are either less than half filled or more than half filled. Negative drag is observed when the topmost LL is less than half-filled in one layer and more than half-filled in the other. Even more surprisingly, Lok et al. [7] maintained that the sign of drag was sensitive to the relative orientation of the majority spins of the two layers at the Fermi energy.In this paper, we show that the use of the Fermi Golden Rule approach is inappropriate in the SdH and IQH regimes and that a more careful analysis opens different routes to drag with changing sign. Remarkably, we find that Hall drag can be of the same magnitude as longitudinal drag in these regimes. We emphasize that a naive rationale for the experimental results of Feng et al. -which points to the similarity between a less (more) than half-filled Landau ...