The problem is that you'd still be liable for capital gains in the UK if you sold shares held by your holding company. Keeping profits, from a sale or create by the company offshore via a holding company won't be allowed by HMRC.

The only way to avoid it, in event of a sale, is the leave the country and become non-resident for tax purposes.

This document summarises better than me:

http://www.nabarro.com/Downloads/Offshore_tax_residence.pdf