## 2 Materials and Methods  
The NiCoMnAl thin film systems have been prepared by magnetron co-sputtering from pure elemental Ni, Mn, Al and Co targets. DC and RF sources were used for this process from 3-inch targets of Ni (DC), Mn (DC), Al (DC) and Co (RF) with a purity of 4N. MgO (001) substrates were used, because the low lattice mismatch between the substrate, the V seed layer and NiCoMnAl allows an epitaxial growth of the Heusler compound.  
Prior to deposition the MgO substrate was heated up to (723 \(\pm\) 35) K. The base pressure in the deposition chamber was better than 5 \(\times\) 10\({}^{-9}\) mbar and the distance between target and substrate was 21 cm. To compensate a non-uniform deposition, the substrate is rotated constantly with a speed of 10 rpm. Due to the experience from previous studies, a 30 nm thick V seed layer was deposited on the MgO to improve the martensitic transformation [27]. NiCoMnAl multilayer systems with alternating martensite intercalations and active transforming austenitic layers have been prepared. The stoichiometry of the compound in these two layers is chosen in such a way that their individual thermal hysteresis does not overlap, as depicted in Figure 1a. More details about the transition temperatures and the measured thermal hysteresis can be found in our previous study [19]. An illustration of the initially sputtered multilayer system is given in Figure 1b. The sample has 50 nm thick ALs with the composition Ni\({}_{43}\)Co\({}_{7}\)Mn\({}_{31}\)Al\({}_{19}\) and 30 nm thick Ni\({}_{47}\)Co\({}_{3}\)Mn\({}_{33}\)Al\({}_{17}\) as MIs with overall 13 iterations. The nominal compositions were derived from the individual deposition rates of the elemental targets by changing the energy of the target source. The deposition rates were calibrated per source before each batch of samples, which enable film thickness errors of less than 3% within a batch. For the investigation of dependence of the arrangement on the layer thicknesses, samples with only 6 martensitic intercalations have been prepared. Immediately after deposition all samples were cooled to room temperature in order to minimize diffusion processes and a capping layer of 2 nm Ru was deposited to prevent from oxidation.  
Cross section samples have been prepared by focused ion beam (FIB) cutting along the [110]MgO-direction. Here, we used a FEI Helios Dual Beam FIB with 30 kV Ga\({}^{+}\)-ions for beam milling and 5 kV Ga\({}^{+}\)-ions for the polishing step. For analytical transmission electron microscopy (TEM) a JEOL JEM-2200 FS and a JEOL JEM-ARM200F, both operated at 200 kV, have been employed. The TEMs are equipped with EDX detectors used for elemental mappings. The microstructure has been determined by selected area electron diffraction (SAED) or Fast Fourier Transformation (FFT) of high-resolution images. For the simulation of diffraction and TEM images the software _QSTEM_ has been employed. Its subprogram _gbmaker_ has been used for creating the crystal structure including the random site placement of Ni/Co respective Mn/Al [28]. X-ray diffraction (XRD) measurements have been performed using a Phillips X'Pert Pro MPD diffractometer equipped with a Cu anode and operated in Bragg-Brentano geometry.