Typically, in alloy design, thermodynamic modeling is employed to foresee equilibrium states. This is succeeded by thermomechanical treatment to disrupt the equilibrium state, followed by final annealing treatments to achieve a consistently stable state for practical applications. However, this conventional approach considers thermal activation, stress, and chemical stress separately, often resulting in states that may not be the most efficient utilization of precious metallic ingredients. Our research aims to integrate multiple stimuli, such as mechanical stress, chemical potentials, and thermal activation, to create multifunction composite alloys. In this presentation, I will share examples of how this approach was effectively applied in our ongoing research. For example, we utilize an Al-Mg alloy modified with Fe3O4 particles through friction-assisted processing to produce nano-composite materials comprising Al, Al-Fe intermetallics, core-shell particles of Fe+MgO, and Al2O3. These composites exhibit high mechanical strength, ductility, and ferromagnetic characteristics.