The growing awareness of the importance of the fossil record in the Milky Way forconstraining galaxy formation theory is reflected by the increasing number of new ground-and space-based surveys designed to unravel the formation history of the Galaxy. Recently,a new kinematic survey has been produced by means of spectro-photometric data from theSloan Digital Sky Survey (SDSS-DR7) and high-quality proper motions derived frommultiepoch positions from the Guide Star Catalogue II (GSC-II). In this framework, weassembled a sample of ~ 30 000 FGK nearby metal-poor (sub)dwarfs for whichselection and distance estimates take advantage of accurate stellar atmospheric parameters(effective temperature, surface gravity and metallicity) derived from SDSS spectra. Here,as one of the most interesting applications of this catalogue, we consider the feasibilityof probing fossil signatures of the formation of the Milky Way by selecting and analysingsubsamples of stars as tracers of the seven-dimensional space distribution (fullphase-space coordinates plus chemical abundance) of the Galactic halo population within afew kiloparsecs from the Sun. Preliminary results exhibit statistical evidence fordiscrete overdensities localised in kinematics and in the space of adiabatic invariants(angular momentum and energy). By examination of their intrinsic properties, we suggestthat they may be possible fossil signatures of past mergers or other accretion events.