Consider an arbitrary finite set of orthogonal-projection matrices (symmetric, idempotent, etc.) in $\mathbb{R}^{n\times n}$.
We draw two matrices $Q,P$ uniformly and i.i.d. from this set.
Question: Is the following expected matrix $\mathbb{E}_{P,Q} \left[I-2P+QPQ\right]$ necessarily positive semi-definite?
Clearly, one such matrix is not necessarily PSD. For instance, $P=\begin{bmatrix}1 & 0 \\ 0 & 0\end{bmatrix},Q=\begin{bmatrix}0 & 0 \\ 0 & 1\end{bmatrix}$ do not yield a PSD matrix together, but I'm asking about the expectation rather than about an arbitrary instantiation.