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The Two-Way Shape Memory Effect (TWSME) has been widely studied in the literature. However, little attention has been paid about the out-of-equilibrium behavior of the TWSME. This paper reports some experiments, which were performed on specimens, previously trained in bending according a constrained temperature cycling process. Once the training process was done, specimens were deformed in their martensitic state such as a permanent deformation remains. In other words, specimens were set in a position that is out their stable path previously introduced by the TWSME procedure. By heating up, samples recover their original shape, thus clearing the effect of the perturbation. However, the transformation back to the stable cycle exhibits some unusual behavior. For instance, the shape change starts at a temperature well below the material transformation temperatures. Considering the macroscopic motion of the specimen, a two-step motion is observed. While heating, the material changes its shape, going back to the TWSME-induced martensitic shape, until the martensite-to-austenite transformation temperature is reached after what the specimen follows the original trained path and transforms to the austenite shape. This two-step transformation is thoroughly described in this paper.