You could find some compound that reliably induces an effect in your own body, but has never been studied by anyone else. By the definition we're using here, that could be something thats working wonderfully but has no "proven" medical effects.
Not saying this is advisable, only that pharma companies and their trials don't dictate reality.
A lot of medical recommendations are based on expert opinion, which means there is no proof of their effectiveness but there is a logical basis based on our current understanding of the human body.
New studies come out every day proving the effect of certain herbs, extracts or therapies for certain pathologies, yet these therapies were known to work long before the studies came out.
Even some synthetic drugs are approved without having been demonstrated to be effective at what they claim, for example osteoporosis drugs still haven't been proven to reduce fractures yet get prescribed every day for that very use.