The most common and most likely answer to this crossword clue is the 4 letter word AIMS
I've seen this crossword clue in The Daily Telegraph
A
I
M
S
More clues leading to the result AIMS
Buddy explains!

The straight part
We know that "trains" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case trains = aims.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does AIMS mean?
AIMS noun- The pointing of a weapon, as a gun, a dart, or an arrow, or object, in the line of direction with the object intended to be struck; the line of fire; the direction of anything, such as a spear, a blow, a discourse, a remark, towards a particular point or object, with a view to strike or affect it.
- The point intended to be hit, or object intended to be attained or affected.
- Intention or goal
- The ability of someone to aim straight; one's faculty for being able to hit a physical target
- Conjecture; guess.
- To point or direct a missile, or a weapon which propels as missile, towards an object or spot with the intent of hitting it
- To direct the intention or purpose; to attempt the accomplishment of a purpose; to try to gain; to endeavor;—followed by at, or by an infinitive
- To direct or point (e.g. a weapon), at a particular object; to direct, as a missile, an act, or a proceeding, at, to, or against an object
- To direct (something verbal) towards a certain person, thing, or group
- To guess or conjecture.