It has recently been proposed that if the Galactic dark matter halo were triaxial it would induce lumpiness in the velocity distribution of halo stars in the Solar Neighbourhood through orbital resonances. These substructures could therefore provide a way of measuring its shape. We explore the robustness of this proposal by integrating numerically orbits starting from a realistic set of initial conditions in dark halo potentials of different shape. We have analysed the resulting velocity distributions in Solar neighbourhood-like volumes, and have performed statistical tests for the presence of kinematic substructures. Furthermore, we have characterized the particles orbits using a Fourier analysis. The local velocity distributions obtained are relatively smooth, statistically consistent with being devoid of substructures even for a dark halo potential with significant but plausible triaxiality. Although resonances are indeed present and associated with specific regions of velocity space, the fraction of stars associated to these is relatively minor. The most significant imprint of the triaxiality of the dark halo is in fact, a variation in the shape of the velocity ellipsoid with spatial location.