Unit root tests - boarder case

[hxh]

Hi,

I have a small question. I have a time series (n=500) and want to check for stationarity. Therefore I performed some unit root tests, ADF , PP and KPSS.
When including just a constant, all tests say that the process is not stationary.
Using a constant and a trend, then the ADF and PP reject the null hypothesis at the 10% level. Also the KPSS tests rejects the null at the 10% level.

Can I accept that the process is stationary ? Since ADF type of tests have a really bad power when including a constant and a trend and all tests just reject at the 10% level, whereas KPPS has the reversed null hypothesis.

Eventually both stationarity and non-stationarity can be argued, but what is more reasonable.

Thank you
Bye Bye