First, you shouldn't have any savefile (if you do, rename your save folder so the game won't find it). Once you start doing the instructions below, DO NOT close the game meanwhile the processes.
1. At the title screen, press B to enter Boss Rush. Fight The Guy, and defeat him.
2. Wait the credits (dodge the giant chery at the end).
3. Create a savefile in any difficult besides Impossible.
4. Make it past the Tetris room (assuming you know how to get there).
5. Once you reach the world after it, suicide pressing Q, and then R to respawn.
6. You'll respawn at Boss Rush room. Press F2 to go back to the title screen (if you go directly to The Guy, upon defeating him the animation will glitch and you'll be stuck having no choice but pressing F2).
7. Load your savefile, and you should be at Boss Rush room. Fight The Guy, and defeat him again.
8. Wait the credits (you must dodge the giant cherry at the end).
9. You now should have a beaten savefile, with all bosses, a low time and low amount of deaths.
I'd like to record myself doing this, but I don't have good software to do this (as both Fraps and Dxtory need 3D stuff to record). If I ever find a good one I'll do.
Also, my time can be obviously bested, as I died 5 times before beating The Guy the second time (not counting the suicide that's part of the glitch). If I record it later I'll do when I'm not sleepy lol.
EDIT: nevermind, the above method doesn't work unless you use Cheat Engine to fast forward the credits (it'll cause a desync and the giant cherry won't even hit you, I didn't know that). Still, there's a possibility of making it work if we either:
-Find a way to "stabilize" the semi-boss rush savefile after the first credits, which would freeze the game whenever we went to the game saves screen. Or;
-Find a way to make the animation after beating The Guy not loop in a unstable savefile, which is probably impossible. Or the most likely one;
-Find a way to desync the first credits screen without Cheat Engine, which IS possible if you mess with the menus during it, but I dunno if it's desyncable enough to make the giant cherry not hit you.
It is possible to get a beaten savefile through Boss Rush though, you just have to beat The Guy, wait the credits (dodging that last cherry obviously), go to the save folder, and rename the 0 in game0.sav into 1, 2 or 3.