I use a bobby pin, find the natural crease of your eye, and push it in gently (with the open end of the bobby pin). This usually works for me. And if gently doesn't work, push in the middle, then push in with some pressure, until it kind of stays, and then go a little bit left, push in, a little bit more, push in, etc. until you get to the end of the lid. Do the right side too.
You said no glue/tape, (I felt the same way at first. I was like... what? Why on earth would I put that on my eye?!) but sometimes just cutting your own tape and wearing it for 15 minutes will get it to stay easily. So I described it below, if you want to read it

So if my eyelids are really stubborn and it just goes straight back and the crease just disappears again. I cut a piece of medical tape into a small oval shape, place it right under where I want the crease to be. I wear it until it's time to go out, (15 minutes for school mornings) and it's fixed.
*Note that it took me MANY tries to be able to cut the tape the right way, and it's kind of painful if you mess up and have to take it off repeatedly.
If this still doesn't work, or if it goes back, the only option you have left is glue. I see you said no glue, but IF you ever try it, I'd recommend Revlon's false eyelash glue (b/c it has a brush applicator) as a substitute for shipping that stuff from Asia. I'll warn you that it's really REALLY sticky and took me a couple days to get used to. Like it's so sticky that it feels like you can't close your eyes all the way if you want to blink slowly. BUT it gives me really nice eyelids, and you can make them bigger and natural looking... just depends how much you want to sacrifice for beauty LOL.
I'm not a make-up type girl either, and tape just in mornings = not makeup, and clear glue isn't either, although it is similar b/c you might have to reapply after about 7 hours.