Every experiment will be based on some sort of theory: without that, you can't design the equipment, and you wouldn't be able to interpret the data that is generated.

If by "so far have shown nothing for all their effort" you mean that no new results were found, that isn't due to the current theories being bad: in fact, it is due to them being too good: they describe the results too well and thus there is not enough difference between the current theories and current results that would require a new theory.