Soak the cashews in water that comes up to about 1 inch above the surface of the cashews and place in the fridge, overnight. (you can leave them in there for up to 3 days)
Drain the cashews and discard the water.
When ready place all ingredients in a blender and blend until smooth.
If you want the sauce to be heated, you can either use hot vegetable broth in blending or simply heat the finished sauce in a pot or microwave. Keep in mind that if you heat this, the sauce may thicken a bit. So have some extra vegetable broth on hand to get the consistency you prefer.
Please note that the nutrition data given here is a ballpark figure. Exact data is not possible.