Check out:
${sg{<subject>}{<regex>}{<replacement>}}
Which is in the manual at:
http://www.exim.org/exim-html-current/doc/html/spec_html/ch11.html
This would allow you to use a regex to strip out the ***SPAM*** tag from
your header line. You can do this in the transports section of your config
by first specifying a:
headers_remove = Subject
line, and then using:
headers_add = Subject: ${sg{$bheader_Subject:}{\N***SPAM***\N}{}}
to replace the subject with the new one.
Eli.