After Jimi Hendrix Experience, there was The Gypsy Sun and Rainbows band with Mitch Mitchell (Drums, from the Experience), Billy Cox (bass), Larry Lee (guitar), Juma Sultan (percussions) and Gerardo Velez (percussions). That's the line up of the Woodstock festival in 1969 and when introducing the band Jimi said " it's nothing but a band of gypsies".
Stepping stone was released as a single in 1970 (the last single before his death), the song actually had various names. The band played it a few time in various gigs - this one in New York - and that led up to live recordings.

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