What you most likely meant to do is
:0
* ^From:
* ^(Apparently-)?To:
* ^Date:
{ }
:E:
spam.headers
Which is the same (except for a missing 0) as
:0:
* ! ^From:
* ! ^(Apparently-)?To:
* ! ^Date:
spam.headers
(Either way, the folder will most likely be empty.)