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Hysteresis and transformation behavior were studied in epitaxial NiCoMnAl magnetic shape memory alloy thin films with varying number martensitic intercalations (MIs) placed in between. MIs consists of a different NiCoMnAl composition with a martensitic transformation occurring at much higher temperature than the host composition. With increasing number of intercalations, we find a decrease in hysteresis width from 17 K to 10 K. For a large difference in the layers thicknesses this is accompanied by a larger amount of residual austenite. If the thicknesses become comparable, strain coupling between them dominates the transformation process, which manifests in a shift of the hysteresis to higher temperatures, splitting of the hysteresis in sub hysteresis and a decrease in residual austenite to almost 0%. A long-range ordering of martensite and austenite regions in the shape of a 3D checker board pattern is formed at almost equal thicknesses.