Let $B_1, B_2, \dots, B_k$ be idempotent matrices, i.e., $B_i^2=B_i$. Can we prove that
$$\mbox{rank}(I-B_1\cdots B_k)\leq \sum\limits_{i=1}^k \mathrm{rank}(I-B_i)$$
where $I$ is the identity matrix?
Edit: The inequality is true for general $B_i$s. Idempotence is not needed (thanks to robinson for his/her comment.) \begin{align*} \mathrm{rank}(I-AB) &= \mathrm{rank}(I-A+A-AB)\\ &\le \mathrm{rank}(I-A)+\mathrm{rank}(A-AB)\tag{1}\\ &= \mathrm{rank}(I-A)+\mathrm{rank}(A(I-B))\\ &\le \mathrm{rank}(I-A)+\mathrm{rank}(I-B)\tag{2}, \end{align*} where $(1)$ is due to the fact that $\mathrm{rank}(X+Y)\le\mathrm{rank}(X)+\mathrm{rank}(Y)$ and $(2)$ is due to the inequality $\mathrm{rank}(XY)\le\min\left(\mathrm{rank}(X), \mathrm{rank}(Y)\right)$. Apply the displayed inequality recursively, we get the result.